Begin by familiarizing yourself with the API documentation of both Weatherstack and Convex. Understand the endpoints, authentication requirements, and data structures. This foundational knowledge will allow you to effectively retrieve data from Weatherstack and send it to Convex.

Sign up for a Weatherstack account if you haven't already and obtain your API key. This key is essential for authenticating your requests to the Weatherstack API. Make sure to store this key securely and avoid exposing it in any client-side code.

Use an HTTP client library, such as `requests` in Python, to make API calls to Weatherstack. Construct the request URL with the necessary parameters, including your API key and any specific data requirements (e.g., location, date). Execute the request and parse the JSON response to extract the desired weather data.

```python
import requests

def get_weather_data(api_key, location):
url = f"http://api.weatherstack.com/current?access_key={api_key}&query={location}"
response = requests.get(url)
data = response.json()
return data
```

Format the retrieved weather data according to the data structure expected by Convex. This may involve transforming JSON data into a format suitable for Convex's API, such as a specific JSON schema or a set of key-value pairs.

Obtain the necessary credentials to authenticate with the Convex API. This might include setting up an API token or using OAuth credentials. Ensure you have the permissions needed to write data to the desired endpoint in Convex.

Construct an HTTP request to the appropriate Convex API endpoint to insert or update the weather data. Use the credentials obtained in the previous step to authenticate the request. Ensure the request payload matches the expected format, and handle any response codes or errors returned by the API.

```python
def send_data_to_convex(api_url, api_token, data):
headers = {
'Authorization': f'Bearer {api_token}',
'Content-Type': 'application/json'
}
response = requests.post(api_url, headers=headers, json=data)
return response.status_code, response.json()
```

Once the data transfer process is working manually, automate it using a script or a cron job that runs at regular intervals. Implement logging and error handling to monitor the process and alert you if any issues arise. Regularly review logs and data integrity to ensure the transfer remains reliable.

By following these steps, you can effectively move data from Weatherstack to Convex without relying on third-party connectors or integrations.